LUISA BEGHIN

Processi stocastici per le scienze applicate 9 cfu (Magistrale Scienze Statistiche)

Docente: Luisa Beghin 

Le lezioni inizieranno il giorno venerdì 28 febbraio 2025 e seguiranno il seguente orario:

martedì dalle 08:00 alle 10:00, aula 2 (piano terra)

venerdì dalle 08:00 alle 12:00, aula 13, Palazzina Tumminelli

E' previsto un tutoraggio che inizierà a metà marzo e si svolgerà il

lunedì, ore 16:00-18:00, aula V (quarto piano)

a cura dei seguenti tutor:

I parte  dott.ssa Donatella Genovese

II parte  dott. Simone Di Gregorio

Tutti gli studenti del corso di Processi Stocastici per le Scienze Applicate (frequentanti e non) sono pregati di compilare il modulo al seguente link

https://forms.gle/ktPfYYt5gpVtB8QK7

Luisa Beghin
Associate Professor,
Department of Statistical Sciences,
University of Rome ‘Sapienza"
P.le Aldo Moro 5, Rome, 00185, Italy

Education:
• Ph.D. in “Statistica Metodologica”, Dipartimento di Statistica, Probabilità e Statistiche Applicate (Fac. Statistics) University “La Sapienza”, April 2000.
• M.Sc. in Statistics with Distinction, LSE, University of London, U.K, June 1995.

Current position:
Professore Associato in Probability and Mathematical Statistics (MAT06), Dep. Statistical Sciences, University of Rome ‘La Sapienza’, since Nov. 2006. Conferma in ruolo Jan. 2010.

Previous positions:
• Temporary researcher in Probability and Mathematical Statistics at Università “La Sapienza” di Roma, Jan. 2001 – Oct. 2006
• Temporary researcher in Statistics at University “Rome Tre” (1999-2000)
• Ph.D.student in Methodological Statistics, University of Rome, ‘La Sapienza’ - 1996-2000.
• M.Sc. and Ph.D. student, Dept. of Statistics, LSE, .University of London – 1994-1996.

Scholarships:
Scholarship INPDAI for the academic year 1992-1993
Scholarship from the University of Pisa for postgraduate studies abroad, 1994-1995
Research Scholarship from the Consiglio Nazionale delle Ricerche (May 1996)
Research Scholarship from the Consiglio Nazionale delle Ricerche (October 1996)

Attended Courses and Summer Schools:
Cortona, Probability – Jul-Aug. 1997;
Aarhus (Denmark), Empirical Processes – Aug. 1999.

Teaching activity (undergraduate courses):

Teaching Assistant in Statistics at Scuola Superiore della Pubblica Amministrazione (1997-98 and 1999)
Teaching Assistant in Statistics at University “Rome Tre” (1999-2000)
Teaching Assistant in Probability at Sapienza University of Rome (2000-2005)
Lecturer in Probability at Dep. Statistical Sciences, Sapienza, since Nov. 2006.

Specialized courses for Ph.D.’s students:
• Measure theory, Dep. Statistical Sciences, Sapienza, Feb. 2012.
• Lévy processes, Dep. Statistical Sciences, Sapienza, Feb. 2013.
• Renewal processes, Dep. Statistical Sciences, Sapienza, May 2016.

Awarded grants:
• Consiglio Nazionale delle Ricerche, 1995-96;
• University of Pisa, 1994-95;
• NATO grant PST.CLG.97636, 2004.
• NATO grant PST.CLG.980408, 2005;
• Progetto di Ricerca “Giovani Ricercatori” ….
• Progetto di Ricerca di Ateneo Federato AST, 2007;
• Progetto di Ricerca di Università, Sapienza, 2009;
• Progetto di Ricerca di Università, Sapienza, 2013.

Academic services:
• Member of the Collegio dei docenti of the Ph.D. program in Statistical Sciences, Sapienza Univ., since 2012.
• Commissione di concorso Assegno di Ricerca in Probabilità – MAT/06 (2009);
• Commissione di concorso Assegni per attività didattiche integrative (2009 e 2012);
• Commissione per l’ammissione Dottorato di Ricerca in Statistica Metodologica Ciclo XXV, 2009;
• Commissione Esame finale Dottorato di Ricerca in Statistica Metodologica Ciclo XXIV;
• Commissione per l’ammissione Dottorato di Ricerca in Scienze Statistiche Ciclo XXVIII, 2012;
• Responsabile Assegno di Ricerca in Probabilità – MAT/06 (maggio 2014);
• Responsabile Assegno di Ricerca in Probabilità – MAT/06 (aprile 2015).

Research interests:
• Stochastic processes and their governing differential equations
• Random motions with finite velocities and telegraph process
• Pseudoprocesses and signed measures
• Large and moderate deviations
• Lévy processes linked to fractional differential equations
• Subordination theory and processes with random time
• Fractional and anomalous diffusions

Publications (Updated 21-4-2016)
- Number of papers in refereed journals: 37
- Number of books: 2

List of publications:
1. On the Maximum of the Generalized Brownian Bridge (with E.Orsingher) Lithuanian Mathematical Journal, 39, n.2 (1999), pp.200-213.
2. Approximate Asymptotic Bahadur Efficiency of Independence Tests with Random Sample Size (with Y.Y.Nikitin), Journal of the Italian Statistical Society, vol.8, n.1 (1999), pp.1-24.
3. Conditional Maximal Distributions of Processes Related to Higher-Order Heat-Type Equations (with E.Orsingher, K.Hochberg), Stochastic Processes and their Applications, 85(2000), pp.209-223.
4. Su Alcuni Funzionali di Campi Aleatori con Applicazioni al Processo Empirico Generalizzato, Tesi di Dottorato, Dipartimento di Statistica, Probabilità e Statistiche Applicate (2000).
5. Gaussian Limiting Behavior of the Rescaled Solution to the Linear Korteweg-de Vries Equation with Random Initial Conditions (with V.P.Knopova, N.N.Leonenko, E.Orsingher) Journal of Statistical Physics, vol.99, n.3/4 (2000), pp.769-781.
6. Joint Distributions of the Maximum and the Process for Higher-Order Diffusions (with E.Orsingher, T.Ragozina), Stochastics Processes and their Applications, vol.94 (2001), pp.71-93.
7. Probabilistic Analysis of the Telegrapher’s Process with Drift by Means of Relativistic Transformations (with L.Nieddu, E.Orsingher), Journal of Applied Mathematics and Stochastic Analysis, vol.14, n. (2001), pp.11-25.
8. Random motions at finite velocity and their connections with hyperbolic equations (with E.Orsingher), Recent Research Developments in Statistical Physics, n.2 (2002), pp.1-20.
9. Weak Convergence of Some Randomly Indexed Empirical Processes, Probability and Mathematical Statistics, vol.22, n.1, (2002), pp.193-202.
10. How the Sojourn Time Distributions of Brownian Motion are Affected by Different Forms of Conditioning (with Y.Nikitin, E.Orsingher), Statistics and Probability Letters, vol.65, n.4 (2003), 291-302.
11. The telegrapher's process stopped at stable-distributed times and its connection with the fractional telegraph equation (with E.Orsingher), Fractional Calculus and Applied Analysis, vol.6, n.2 (2003), 187-204.
12. On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications, Statistical Inference for Stochastic Processes, vol. 8, n.1, (2005) 51-70.
13. Exact small ball constants for some Gaussian processes under L2-norm (with Y.Nikitin, E.Orsingher), Journal of Mathematical Sciences, vol.128, n.1 (2005) 2493-2502, translated from POMI, Zapiski Nauchn. Semin., vol.298, (2003), 5-21.
14. Time-fractional telegraph equations and telegraph process with Brownian time (with E.Orsingher), Probability Theory and Related Fields, vol.128 (2004), pp.141-160.
15. The distribution of the local time for “pseudo-processes” and its connections with fractional diffusion equations (with E.Orsingher), Stochastic Processes and their Applications (2005), vol.115, pp.1017-1040.
16. On the Maximum of Some Conditional and Integrated Gaussian Fields and their Statistical Applications”, L.Beghin, Statistical Inference for Stochastic Processes, vol. 8, n.1, (2005) 51-70.
17. Probabilità e Modelli Aleatori (with E.Orsingher), Aracne editrice: Roma, 2006.
18. On the solutions of linear odd-order heat-type equations with random initial conditions (with Yu.Kozachenko, E.Orsingher, L.Sakhno), Journal of Statistical Physics, (2007), vol.127, n.4, 721–739.
19. Fractional diffusion equations and processes with randomly-varying time (with E.Orsingher), Annals of Probability, vol. 37 (1); p. 206-249 (2009).
20. Iterated elastic Brownian motions and fractional diffusion equations, (with E.Orsingher). Stochastic Proc. and their Appl., vol. 119 (6); p. 1975-2003 (2009).
21. Fractional Poisson processes and related planar random motions (with E.Orsingher). Electronic Journ. Probab., vol. 14, n.61; p. 1790-1826 (2009).
22. Introduzione alla Probabilità: dalle nozioni fondamentali alle applicazioni (with E.Orsingher), Carocci Ed.; Roma 2009.
23. Moving randomly amid scattered obstacles (with E.Orsingher) Stochastics, vol. 82 (2); p. 201-229 (2010).
24. Poisson-type processes governed by fractional and higher-order recursive differential equations (with E.Orsingher). Electronic Journ. Probab, vol. 15 (22); p. 684-709 (2010).
25. Poisson process with different Brownian clocks (with E.Orsingher), Stochastics, vol.84, n.1, p. 79-112 (2012).
26. Equations of Mathematical Physics and Compositions of Brownian and Cauchy processes (with E.Orsingher, L.Sakhno), Stochastic Analysis and Applications, v. 29, no. 4, p.551-569 (2011).
27. Fractional relaxation equations and Brownian crossing probabilities of a random boundary, Advances Appl. Probability, v.44, 479- 505 (2012).
28. Random-time processes governed by differential equations of fractional distributed order, Chaos, Solitons and Fractals, v.45, 1314-1327, (2012).
29. Alternative forms of Compound fractional Poisson processes (with C.Macci), Abstract and Applied Analysis, Special Issue "Advanced Theoretical and Applied Studies of Fractional Differential Equations", (2012), pp.30.
30. Large deviations for fractional Poisson processes (with C.Macci), Statistics and Probability Letters, vol.83, (2013), 1193-1202.
31. Fractional discrete processes: compound and mixed Poisson representations (with C.Macci) Journ. Appl. Probab., vol. 51 (1), (2014), pp.19-36.
32. Fractional Poisson process with random drift (with M. D’Ovidio), Electron. J. Probab. 19 (2014), no. 122, 1–26.
33. Geometric Stable processes and related fractional differential equations, Electron. Commun. Probab. 19 (2014), no. 13, 1–14.
34. Generalized fractional nonlinear birth processes (with M.Alipour, D.Rostamy), Methodol. Comput. Appl. Probab. (2015), 17, 525–540.
35. On fractional tempered stable processes and their governing differential equations, Journal of Computational Physics, 293 (2015), pp.29–39.
36. Fractional Gamma process and fractional Gamma-subordinated processes, Stoch. Anal. Applic. (2015), 33, pp. 903–926.
37. Correlated fractional counting processes on a finite-time interval (with R.Garra and C.Macci), Journ. Appl. Probab., 52 (2015), pp. 1-17.
38. Population processes sampled at random times (with E.Orsingher), Journal of Statistical Physics, (2016), published online, DOI 10.1007/s10955-016-1475-2.
39. Multivariate fractional Poisson processes and compound sums (with C.Macci), Advanc. Appl. Probab., (2016), forthcoming.

Preprints:
• Space-fractional versions of the negative binomial and Polya-type processes (with P. Vellaisamy), 2016, Arxiv 1412.3281v2, under revision.
• Fractional diffusion-type equations with exponential and logarithmic differential operators, 2016, Arxiv 1601.01476v1, submitted.

Other manuscripts:
• Ph.D. Thesis: “Su Alcuni Funzionali di Campi Aleatori con Applicazioni al Processo Empirico Generalizzato”, 2000.
• Time-dependent fractional generators and related additive geometric stable processes, in preparation.
• Time-inhomogeneous fractional Poisson process (with C. Ricciuti), in preparation.
• Moderate deviations for alternative multivariate fractional Poisson process (with C.Macci), in preparation.

Bibliometric Indicators (Updated 21-4-2016)

• Scopus database:
Documents: 31
Citations: 380 total citations by 246 documents
h-index: 10
Co-authors: 14
• Mathscinet database:
Documents: 32
Citations: 270 times by 145 authors

Co-authors: 14
• Google scholar database
Documents: 40
Citations: 707

Selected contributions to international conferences (Updated 21-4-2016)

• Paris (France) XXXI International Conference on SPA 2006 – Jul. 2006.
• Porto (Portugal), Conference on Probability and Statistics in Science and Technology - Sept. 2007.
• Oslo (Norway), EMS 2005 Meeting - Jul. 2005.
• Swansea (U.K.), Workshop on Fractional Calculus and Random Processes – Jun 2011 (invited).
• Kiev (Ukraine) – Conference on Modern Stochastics: theory and applications – Sept. 2012.
• Bilbao (Spain) – Workshop on Fractional calculus and non-linear operators – Nov. 2013 (invited)
• Catania, ICFDA 2014 – Jun. 2014.
• Bilbao (Spain), BCAM Workshop – Nov. 2014 (invited).
• Roma, University Roma Tre, Workshop on Fractional calculus and its applications – March 2015 (invited).
• Oxford (U.K.), SPA Conference 2015 – Jul. 2015.
• St.Petersburg (Russia), Linnik Conference – Sept. 2015.
• Salerno University, Workshop on Stochastic models and related topics – Jan. 2016 (invited).